Changes in the McAfee ENS engine in version 10.6.x causes Compliance blade to fail "Anti-Virus must always be running" check when no user is signed into the Windows OS.
This problem was fixed. The fix is included in:
Check Point recommends to always upgrade to the most recent version.
This solution has been verified for the specific scenario, described by the combination of Product, Version and Symptoms. It may not work in other scenarios.